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Trump made the remark in an interview with The Hill. According to the news organization, the president repeatedly expressed his "disappointment" with Sessions for recusing himself from the Russia collusion investigation.

"A lot of people have asked me to do that," he continued. "And I guess I study history, and I say I just want to leave things alone, but it was very unfair what he did."

Trump said his unhappiness with Sessions extends beyond the Russia investigation.

"I’m not happy at the border, I’m not happy with numerous things, not just this," he said. "I’m so sad over Jeff Sessions because he came to me. He was the first senator that endorsed me. And he wanted to be attorney general, and I didn’t see it."

Trump also referred to Sessions as "mixed up and confused" in the interview and claimed that Sessions' former Senate colleagues were "not nice" to him.

Nicholas Kamm/AFP/Getty Images, FILE

In this file photo taken on Dec. 15, 2017, President Donald Trump sits with Attorney General Jeff Sessions in Quantico, Va., before participating in the FBI National Academy graduation ceremony.

The Department of Justice declined to comment.

After the publication of the Hill's story, ABC News' Jonathan Karl asked the president what he meant when he said he doesn't have an attorney general.

"We have an attorney general. I'm disappointed in the attorney general for numerous reasons and you understand that," Trump responded.

The president's attacks on Sessions are well documented.

Over the Labor Day weekend, Trump took swipes at Sessions over the indictments of Rep. Chris Collins, R-N.Y., and Rep. Duncan Hunter, R-Calif.

"Two long running, Obama era, investigations of two very popular Republican Congressmen were brought to a well publicized charge, just ahead of the Mid-Terms, by the Jeff Sessions Justice Department. Two easy wins now in doubt because there is not enough time. Good job Jeff......" Trump said in a tweet.